+120.7%
GOOGL vs HAS
+181.4%
-60.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | -18.8% | +31.0% | -49.8% | -22.2% |
| 3M | -20.3% | +30.7% | -51.0% | -23.7% |
| 6M | -28.4% | +23.9% | -52.3% | -30.9% |
| YTD | -8.8% | +48.3% | -57.2% | -15.1% |
| 1Y | +0.3% | +60.2% | -60.0% | -7.9% |
| 3Y | +120.7% | +189.2% | -68.5% | +83.3% |
| All | +120.7% | +181.4% | -60.7% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling